The word 'linear' means that the relationships are represented by straight lines, i.e.

., the relationships are of the form k = p + qx. In other words, it is used to describe the relationships among two or more variables, which are directly proportional. The word 'programming' is concerned with optimal allocation of limited resources.

Linear Programming (LP) is a versatile technique for assigning a fixed amount of resources among competing factors, in such a way that some objective is optimized and other defined conditions are also satisfied. In other words, linear programming is a mathematical technique for determining the optimal allocation of resources and obtaining a particular objective when there are alternative uses of the resources. The objective may be cost minimization or inversely profit maximization.

Linear programming has been successfully applied to a variety of problems of management, such as production, advertising, transportation, refinery operation, investment analysis, etc. Over the years, linear programming has been found useful not only in business and industry but also in non-profit organizations such as government, hospitals, libraries, education, etc. Actually, linear programming improves the quality of decisions by amplifying the analytic abilities of a decision maker. Please note that the result of the mathematical models that you will study cannot substitute for the decision maker's experience and intuition, but they provide the comprehensive data needed to apply his knowledge effectively.

Linear Function A linear function contains terms each of which is composed of only a single, continuous variable raised to (and only to) the power of 1. Objective Function It is a linear function of the decision variables expressing the objective of the decision-maker. The most typical forms of objective functions are: maximize f(x) or minimize f(x). Decision Variables These are economic or physical quantities whose numerical values indicate the solution of the linear programming problem. These variables are under the control of the decision-maker and could have an impact on the solution to the problem under consideration. The relationships among these variables should be linear.

Constraints These are linear equations arising out of practical limitations. The mathematical forms of the constraints are: f(x) > b or f(x) < b or f(x) = b
Feasible Solution Any non-negative solution which satisfies all the constraints is known as a feasible solution. The region comprising all feasible solutions is referred to as feasible region. Optimal Solution The solution where the objective function is maximized or minimized is known as optimal solution.

GENERAL LINEAR PROGRAMMING PROBLEM

Consider the following Optimize (maximize or minimize) z = c1x1 + c2x2 + c3x3 + .........+ cnxn subject to a11x1 + a12x2 + a13x3 + .........+ a1nxn =< b1 a21x1 + a22x2 + a23x3 + .........+ a2nxn =< b2 .................................................................... ...... am1x1 + am2x2 + am3x3 + .........+ amnxn =< bm x1, x2,....., xn >=0

"MATHEMATICAL STRUCTURES ARE AMONG THE MOST BEAUTIFUL DISCOVERIES MADE BY THE HUMAN MIND" - DOUGLAS HOFSTADTER

"Model formulation is partially an art." -Vinay Chhabra & Manish Dewan

In fact, the most difficult problem in the application of management science is the formulation of a model. Therefore, it is important to consider model formulation before launching into the details of linear programming solution.

A VARIABLE THAT IS ALSO ALLOWED TO ASSUME NEGATIVE VALUES IS SAID TO BE UNRESTRICTED IN SIGN.

Model formulation is the process of transforming a real word decision problem into an operations research model. In the sections that follow, we give several Lilliputian examples so that you can acquire some experience of formulating a model. All the examples that we provide in the following sections are of static models, because they deal with decisions that occur only within a single time period.

PRODUCT MIX PROBLEM In product mix selection, the decisionmaker strives to determine the combination of the products, which will maximize the profit without violating the resource constraints. In the instance below, the objective is to maximize the profit. In the subsequent examples, you will see other objectives, such as minimum cost.

Universal Corporation manufactures two products- P1 and P2. The profit per unit of the two products is Rs. 50 and Rs. 60 respectively. Both the products require processing in three machines. The following table indicates the available machine hours per week and the time required on each machine for one unit of P1 and P2. Formulate this product mix problem in the linear programming form.
Machine 1 2 Product P1 2 3 Product P2 1 4 AvailableTi me 300 509

3 Profits (Rs)

4 50

7 60

812

Q.1 Adecorative items dealer deals in only two items; wall hangings and artificial plants. He has Rs. 15000 to invest and a space to store at the most 80 pieces. A wall hanging costs him Rs 300 and an artificial plant Rs 150. He can sell a wallhanging at a profit of Rs 50 and an artificial plant at a profit of Rs 18. Assuming he can sell all the items that he buys, formulate a linear programming problem in order to maximise his profit.

Q.2 A diet is to contain at least 80 units of Vitamin A and 100 units of minerals, Two foods F1 & F2 are available. F1 costs Rs 4 per unit and F2 costs Rs 5 per unit. A unit of F1 contains atleast 3 units of vitamin A and 3 units of minerals. A unit of F2 contains at least 6 units of Vitamin A and 3 units of minerals. Find the minimum cost for diet that consists of mixture of those two foods and also meets the minimal nutritional requirements. Formulate this as LPP &

Q.3 Anil wants to invest at most Rs 12000 in bonds A & B. According to the rules, he has to invest at least Rs 2000 in bond A and at least Rs 4000 in bond B. If the rate of interest on bond A is 8% per annum and the rate of interest on bond B is 10% per annum. Formulate LPP & Solve.

Solution : Let x1 and x2 be the amounts manufactured of products P1 and P2 respectively. The objective here is to maximize the profit, which is given by the linear function Maximize Z = 50x1 + 60x2 Since one unit of product P1 requires two hours of processing in machine 1, while the corresponding requirement of P2 is one hour, the first constraint can be expressed as 2x1 + x2 < 300 Similarly, constraints corresponding to machine 2 and machine 3 are 3x1 + 4x2 < 509 4x1 + 7x2 < 812 In addition, there cannot be any negative production that may be stated algebraically as x1 > 0, x2 > 0

The problem can now be stated in the standard linear programming form as Maximize Z = 50x1 + 60x2 subject to 2x1 + x2 < 300 3x1 + 4x2 < 509 4x1 + 7x2 < 812 x1 > 0, x2 > 0 This procedure is commonly referred to as the formulation of the problem.

ASSMPTIONS :
Additivity. The total amounts of each input and the corresponding profit are the sums of the inputs and profit for each individual process. For example, one unit of Product 1 and one unit of Product 2 require 3 (2 + 1) hours of processing in machine 1, 7 (3 + 4) hours of processing in machine 2, 11 (4 + 7) hours of processing in machine 3, and yield Rs.110 (50 + 60) profit. Divisibility. The activity levels are allowed to assume fractional values as well as integer values. For example, we admit the possibility of x1 = 509/3 or 169.67, x2 = 509/4 or 127.25. Proportionality. The total amounts of each input and the associated profit are directly proportional to the level of output. Doubling (or tripling) the production of a product will exactly double (or triple) the profit and required resources. For example, to manufacture 1 unit of product 1 (x1 = 1), we require 2 hours of processing in machine 1, 3 hours of processing in machine 2, 4 hours of processing in machine 3, and the profit is Rs.50.

By the same token, to manufacture 10 units of product 1 (x1 = 10), we require 20 hours of processing in machine 1, 30 hours of processing in machine 2, 40 hours of processing in machine 3, and the profit is Rs.500.

PACKAGING PROBLEM

The Best Stuffing Company manufactures two types of packing tins- round & flat. Major production facilities involved are cutting and joining. The cutting department can process 200 round tins or 400 flat tins per hour. The joining department can process 400 round tins or 200 flat tins per hour. If the contribution towards profit for a round tin is the same as that of a flat tin, what is the optimal production level?

Solution : Let x1 = number of round tins per hour; x2 = number of flat tins per hour Since the contribution towards profit is identical for both the products, the objective function can be expressed as x1 + x2. Hence, the problem can be formulated as Maximize Z = x 1 + x2 subject to (1/200)x1 + (1/400)x2 < 1 (1/400)x1 + (1/200)x2 < 1 x1 > 0, x2 > 0 i.e., 2x1 + x2 < 400 x1 + 2x2< 400 x1 > 0, x2 > 0

DIET PROBLEM

Three nutrient components namely, thiamin, phosphorus and iron are found in a diet of two food items - A and B. The amount of each nutrient (in milligrams per ounce, i.e., mg/oz) is given below: Nutrient Food Item A Food Item B Thiamin 0.12 mg/oz 0.10 mg/oz

Phosphorous Iron

0.75 mg/oz 1.20 mg/oz

1.70 mg/oz 1.10 mg/oz

The cost of food items A and B is Rs. 2 per oz and Rs. 1.70 per oz respectively. The minimum daily requirements of these nutrients are at-least 1.00 mg of thiamin, 7.50 mg of phosphorus, and 10.00 mg of iron. Formulate this problem in the linear programming form.

Solution : Let x1 and x2 be the number of units (ounces) of A and B respectively. The objective here is to minimize the total cost of the food items, which is given by the linear function Minimize Z = 2x1 + 1.7x2 0.12x1 + 0.10x2 > 1.0 0.75x1 + 1.70x2 > 7.5 1.20x1 + 1.10x2 > 10.0 x1 > 0, x2 > 0

A house wife wishes to mix two types of food F1 & F2 in such a way that the vitamin contents of the mixture contain at least 8 units of vitamin A and 11 units of vitamin B. Food F1 costs Rs 60/kg and food F2 costs Rs 80/kg. F1 contains 3 units/kg of vitamin A and 5 units/kg of vitamin B while F2 contains 4 units/kg of vitamin A and 2 units/kg of vitamin B. Formulate the above problem as a LPP to minimise the cost of mixture.
1.

2. A retrired person wants to invest an amount of upto Rs 20000. His broker recommends investing in two types of bonds A & B, bond A yielding 10% return on the amount invested and bond B yielding 15% return on the amount invested. After some consideration, he decides to invest at least Rs 5000 in bond A and no more than Rs 8000 in Bond B. He also wants to invest at least as much as in bond a as in bond B. What should his broker suggest if he wants to maximise his return on investments. Formulate LPP?

LINEAR PROGRAMMING PROBLEMS WITH TWO DECISION VARIABLES CAN BE EASILY SOLVED BY GRAPHICAL METHOD. A PROBLEM OF THREE DIMENSIONS CAN ALSO BE SOLVED BY THIS METHOD, BUT THEIR GRAPHICAL SOLUTION BECOMES COMPLICATED.

Don't misconstrue that the graphical method is very important. It provides very little help in handling practical problems. Feasible Region It is the collection of all feasible solutions. In the following figure, the shaded area represents the feasible region.

Convex Set A region or a set R is convex, if for any two points on the set R, the segment connecting those points lies entirely in R. In other words, it is a collection of points such that for any two points on the set, the line joining the points belongs to the set. In the following figure, the line joining P and Q belongs entirely in R.
A region or a set R is convex, if for any two points on the set R, the segment connecting those points lies entirely in R. In other words, it is a collection of points such that for any two points on the set, the line joining the points belongs to the set. In the following figure, the line joining P and Q belongs entirely in R. Thus, the collection of feasible solutions in a linear programming problem form a convex set.

Redundant Constraint It is a constraint that does not affect the feasible region. Example: Consider the linear programming problem: Maximize Z = 1170 x1 + 1110x2 subject to 9x1 + 5x2 > 500 7x1 + 9x2 > 300 5x1 + 3x2 < 1500 7x1 + 9x2 < 1900 2x1 + 4x2 < 1000 x1, x2 > 0 The feasible region is indicated in the following figure:

The critical region has been formed by the two constraints. 9x1 + 5x2 > 500 7x1 + 9x2 < 1900 x 1, x 2 > 0 The remaining three constraints are not affecting the feasible region in any manner. Such constraints are called redundant constraints.

Extreme Points Extreme points are referred to as vertices or corner points. In the following figure, P, Q, R and S are extreme points.

The details of the algorithm for this method are as follows. Formulate the mathematical model of the given linear programming problem. Treat inequalities as equalities and then draw the lines corresponding to each equation and nonnegativity restrictions. Locate the end points (corner points) on the feasible region. Determine the value of the objective function corresponding to the end points determined in step 3. Find out the optimal value of the objective function.

Maximize z = 18x1 + 16x2 subject to 15x1 + 25x2 < 375 24x1 + 11x2 < 264 x 1, x 2 > 0

If only x1 and no x2 is produced, the maximum value of x1 is 375/15 = 25. If only x2 and no x1 is produced, the maximum value of x2 is 375/25 = 15. A line drawn between these two points (25, 0) & (0, 15), represents the constraint factor 15x1 + 25x2 375. Any point which lies on or below this line will satisfy this inequality and the solution will be somewhere in the region bounded by it. Similarly, the line for the second constraint 24x1 + 11x2 264 can be drawn. The polygon oabc represents the region of values for x1 & x2 that satisfy all the constraints. This polygon is called the solution set. The solution to this simple problem is exhibited graphically below. The end points (corner points) of the shaded area are (0,0), (11,0), (5.7, 11.58) and (0,15). The values of the objective function at these points are 0, 198, 288 (approx.) and 240. Out of these four values, 288 is maximum. The optimal solution is at the extreme point b, where x1 = 5.7 & x2 = 11.58, and z = 288.

Maximize z = 6x1 - 2x2 subject to 2x1 - x2 2 x1 3 x1, x2 0 First, we draw the line 2x1 - x2 2, which passes through the points (1, 0) & (0, -2). Any point which lies on or below this line will satisfy this inequality and the solution will be somewhere in the region bounded by it. Similarly, the line for the second constraint x1 3 is drawn. Thus, the optimal solution lies at one of the corner points of the dark shaded portion bounded by these straight lines. Optimal solution is x1 = 3, x2 = 4.2, and the maximum value of z is 9.6.

The linear programming problems discussed in the previous section possessed unique solutions. This was because the optimal value occurred at one of the extreme points (corner points). But situations may arise, when the optimal solution obtained is not unique. This case may arise when the line representing the objective function is parallel to one of the lines bounding the feasible region. The presence of multiple solutions is illustrated through the following example. Maximize z = x1 + 2x2 subject to x1 < 80 x2 < 60 5x1 + 6x2 < 600 x1 + 2x2 < 160 x1, x2 >0. In the above figure, there is no unique outer most corner cut by the objective function line. All points from P to Q lying on line PQ represent optimal solutions and all these will give the same optimal value (maximum profit) of Rs. 160. This is indicated by the fact that both the points P with co-ordinates (40, 60) and Q with co-ordinates (60, 50) are on the line x1 + 2x2 = 160. Thus, every point on the line PQ maximizes the value of the objective function and the problem has multiple solutions.

2. INFEASIBLE PROBLE

In some cases, there is no feasible solution area, i.e., there are no points that satisfy all constraints of the problem. An infeasible LP problem with two decision variables can be identified through its graph. For example, let us consider the following linear programming problem. Minimize Z = 200x1 + 300x2 subject to 2x1 + 3x2 > 1200 x1 + x2 < 400 2x1 + 1.5x2 > 900 x1, x2 > 0 The region located on the right of PQR includes all solutions, which satisfy the first and the third constraints. The region located on the left of ST includes all solutions, which satisfy the second constraint. Thus, the problem is infeasible because there is no set of points that satisfy all the three

Unbounded Solutions It is a solution whose objective function is infinite. If the feasible region is unbounded then one or more decision variables will increase indefinitely without violating feasibility, and the value of the objective function can be made arbitrarily large. Consider the following model: Minimize z = 40x1 + 60x2 subject to 2x1 + x2 > 70 x1 + x2 > 40 x1 + 3x2 > 90

The point (x1, x2) must be somewhere in the solution space as shown in the figure by shaded portion. The three extreme points (corner points) in the finite plane are: P = (90, 0); Q = (24, 22) and R = (0, 70) The values of the objective function at these extreme points are: Z(P) = 3600, Z(Q) = 2280 and Z(R) = 4200 In this case, no maximum of the objective function exists because the region has no boundary for increasing values of x1 and x2. Thus, it is not possible to maximize the objective function in this case and the solution is unbounded. Although it is possible to construct linear programming problems with unbounded solutions numerically, but no linear programming problem formulated from a real life situation can have unbounded solution.